+23.8%
ESML vs VOO
+14.7%
+9.1%
-9.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | -0.3% |
| 7D | +2.0% | -0.7% | +2.7% | +2.8% |
| 30D | +2.7% | -1.1% | +3.7% | +3.8% |
| 3M | -1.8% | -0.3% | -1.5% | -1.5% |
| 6M | +6.8% | +7.4% | -0.5% | -1.2% |
| YTD | +19.6% | +13.4% | +6.2% | +3.9% |
| 1Y | +23.8% | +14.8% | +9.0% | +6.0% |
| All | +23.8% | +14.7% | +9.1% | +6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded VOO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling